A property of sequential control processes
ResearchPublished 1966
An observation of a discrete time Markov control process having a finite number of states and possible decisions. Derman (Ann. Math. Stat., 35, 1964) has shown that, for criteria involving limiting average probabilities of visits to state-decision pairs, we need only consider initial randomizations of nonrandom stationary rules. It is shown that there is a rule which induces the same probability on the precess as any initial randomization; hence nothing new is introduced by initial randomization. An observation of a discrete time Markov control process having a finite number of states and possible decisions. Derman (Ann. Math. Stat., 35, 1964) has shown that, for criteria involving limiting average probabilities of visits to state-decision pairs, we need only consider initial randomizations of nonrandom stationary rules. It is shown that there is a rule which induces the same probability on the process as any initial randomization; hence nothing new is introduced by initial randomization. 15 pp.
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- Copyright: RAND Corporation
- Availability: Available
- Year: 1966
- Print Format: Paperback
- Paperback Pages: 15
- Paperback Price: $20.00
- Document Number: RM-4772-PR
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Strauch, Ralph E. and Arthur F. Veinott, A property of sequential control processes, RAND Corporation, RM-4772-PR, 1966. As of September 23, 2024: https://www.rand.org/pubs/research_memoranda/RM4772.html
Strauch, Ralph E. and Arthur F. Veinott, A property of sequential control processes. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM4772.html. Also available in print form.
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